-31.2%
CIFR vs CLS
+2,996.1%
-3,027.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.9% | -3.8% | -0.6% |
| 7D | -0.7% | -10.6% | +9.8% | +7.7% |
| 30D | -49.6% | -38.4% | -11.2% | -31.9% |
| 3M | -60.4% | -29.9% | -30.5% | -50.1% |
| 6M | -66.9% | -40.6% | -26.2% | -55.1% |
| YTD | -53.9% | -24.6% | -29.3% | -46.1% |
| 1Y | -67.1% | -30.8% | -36.3% | -59.8% |
| 3Y | +118.3% | +811.7% | -693.5% | -26.8% |
| 5Y | -26.9% | +1,838.4% | -1,865.3% | -82.0% |
| All | -31.2% | +2,996.1% | -3,027.3% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CLS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling